MASS_mvrnorm | R Documentation |
This function generates a random sample from the multivariate normal distribution with mean mu and covariance matrix Sigma.
MASS_mvrnorm(n = 1, mu, Sigma, tol = 1e-06, empirical = FALSE, EISPACK = FALSE)
n |
Numeric integer. The number of observations to generate. |
mu |
Numeric vector. The mean vector of the multivariate normal distribution. |
Sigma |
Numeric matrix. The covariance matrix of the multivariate normal distribution. |
tol |
Numeric. Tolerance for checking the positive definiteness of the covariance matrix. |
empirical |
Logical. Whether to return the empirical covariance matrix. |
EISPACK |
Logical. Whether to use the EISPACK routine instead of the LINPACK routine. |
A (n X p) matrix of random observations from the multivariate normal distribution. Updated: 26.10.2023.
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